It depends on where you're staying. I suppose you're not likely staying downtown (that will cost you an arm and leg) but staying somewhere on the north side...
One of the better cigar places near the north side (north of Wrigley Field) is Cigar King in Skokie. Big lounge, plenty of free parking, and they allow you to bring in your drink of choice.
And I don't think you'll have any difficulty finding a nice restaurant, but I'd suggest you look up Pizzeria Uno and Pizzeria Due (both within blocks of each other on the near north side). In my view, the best Chicago style pizza in the city. Both restaurants are the original for the chain, and I think their pizza's and atmosphere are vastly different than you get in the chain restaurants. But - you be the judge...
You also won't go wrong with Lou Malnati's, Giordano's, Gino's East, Edwardo's, If you're near the south side, look up Home Run Inn - their thin crust is one of the best.
Of course - you're not living unless you try "Chicago Style" hotdogs and a Chicago favorite Italian Beef Sandwich (with melted cheese and sweet peppers). Plenty of places around you can find those - too many to list - but if you find a Portillo's restaurant, you're in a good place. Portillo's
And - if you're adventurous - go to Greek Town and eat at the Greek Islands or Santorini's. Both have fantastic food, easy to get to (right off 290) and reasonably priced. Chicago Greektown
China Town is also a great place, with plenty of fantastic restaurants. Again - not that difficult to find, and right off the expressway just south of downtown (off I-94, just south of I-55). Chicago Chinatown
Have fun while you're in Chicago - there's plenty to see and do!
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